The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane

Shinzo Watanabe

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 277-290

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Watanabe, Shinzo. "The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane." Séminaire de probabilités de Strasbourg 33 (1999): 277-290. <http://eudml.org/doc/114013>.

@article{Watanabe1999,
author = {Watanabe, Shinzo},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {diffusion process; Brownian motion; spider martingale; cosy filtration},
language = {eng},
pages = {277-290},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane},
url = {http://eudml.org/doc/114013},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Watanabe, Shinzo
TI - The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 277
EP - 290
LA - eng
KW - diffusion process; Brownian motion; spider martingale; cosy filtration
UR - http://eudml.org/doc/114013
ER -

References

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